Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk. A solution to the market making problem 0 3 18 62 4 18 46 142
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 2 7 37 37 8 18 54 54
General Intensity Shapes in Optimal Liquidation 0 1 5 21 1 4 14 62
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 1 4 27 36 1 11 52 60
Optimal Portfolio Liquidation with Limit Orders 1 2 9 56 3 7 23 126
Optimal algorithmic trading and market microstructure 1 3 17 141 1 7 44 190
Optimal posting price of limit orders: learning by trading 0 1 9 43 0 2 16 120
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 29 0 0 3 46
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 3 82 0 4 10 146
Optimal starting times, stopping times and risk measures for algorithmic trading 0 1 17 46 1 5 29 87
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 1 7 43 0 3 16 60
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 5 40 1 1 13 100
Realtime market microstructure analysis: online Transaction Cost Analysis 2 4 16 24 3 10 34 39
Total Working Papers 7 27 171 660 23 90 354 1,232


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 2 8 73 0 4 33 227
Total Journal Articles 0 2 8 73 0 4 33 227


Statistics updated 2014-04-04